+234.3%
MRK vs MOD
+1,504.3%
-1,269.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -0.9% | +6.3% | -7.3% | -1.1% |
| 30D | +15.5% | -1.7% | +17.1% | +15.5% |
| 3M | +25.1% | -30.1% | +55.2% | +26.3% |
| 6M | +30.1% | +2.7% | +27.4% | +29.3% |
| YTD | +43.1% | +44.1% | -1.0% | +40.4% |
| 1Y | +82.5% | +38.7% | +43.7% | +78.8% |
| 3Y | +49.3% | +309.8% | -260.5% | +36.7% |
| 5Y | +130.3% | +1,569.7% | -1,439.4% | +94.0% |
| 10Y | +234.3% | +1,520.5% | -1,286.1% | +165.7% |
| All | +234.3% | +1,504.3% | -1,269.9% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling